Hans Becker, Frank Schmidt, et al.
Photomask and Next-Generation Lithography Mask Technology 2004
Paper
On linear processes with dependent innovations
Abstract
We consider asymptotic behavior of partial sums and sample covariances for linear processes whose innovations are dependent. Central limit theorems and invariance principles are established under fairly mild conditions. Our results go beyond earlier ones by allowing a quite wide class of innovations which includes many important nonlinear time series models. Applications to linear processes with GARCH innovations and other nonlinear time series models are discussed. © 2005 Elsevier B.V. All rights reserved.
Related
R.B. Morris, Y. Tsuji, et al.
International Journal for Numerical Methods in Engineering
I.K. Pour, D.J. Krajnovich, et al.
SPIE Optical Materials for High Average Power Lasers 1992
Hang-Yip Liu, Steffen Schulze, et al.
Proceedings of SPIE - The International Society for Optical Engineering